Venier, who finished seventh, had to wait a long and nervous time to see if her run would be enough for gold.
It was.
Federica Brignone was the closest to challenge, but the Italian came down ten hundredths of a second slower.
American Lauren Macuga and Norwegian Kajsa Vickhoff Lie were clocked at exactly the same time and both had to settle for the bronze medal.
I slept so badly last night, I was so nervous. I was extremely nervous at the start and didn't know how to handle it. It was probably a good omen, says Stephanie Venier to Austrian TV.
Lindsey Vonn's VM comeback ended when the American crashed into a gate. She looked like she hit her right arm hard, broke off the race, but made her way down to the finish area on her own.
I'm okay. I hit a nerve in my arm and lost feeling, but it's coming back slowly, says Vonn.
In 2019 in Åre, the 40-year-old American took bronze in the downhill, her eighth and latest VM medal. Vonn complained before her VM comeback that she had been struck by a cold.
I'm sick and a bit battered. I think I skied well in the beginning. I think I was a bit too aggressive towards the gate and then it happened, she says.
Lara Gut-Behrami had the chance to become the first skier to take four VM medals in super-G. The Swiss didn't take it. A few mistakes here and there cost her a place on the podium.
No Swedish women participated in the competition.
The men's super-G will be decided on Friday, with Swedish skier Felix Monsén in the starting list.